CommoditySchwartzStateProcess::ExactDiscretization Class Reference

Inheritance diagram for CommoditySchwartzStateProcess::ExactDiscretization:

Public Member Functions
	ExactDiscretization (const boost::shared_ptr< CommoditySchwartzParametrization > &p)
Real	drift (const StochasticProcess1D &p, Time t0, Real x0, Time dt) const override
Real	diffusion (const StochasticProcess1D &p, Time t0, Real x0, Time dt) const override
Real	variance (const StochasticProcess1D &p, Time t0, Real x0, Time dt) const override